thermostat won't shut off

I have a white rodgers digital comfort set ii therm and a ruud heat pump (installed in 1994). The problem I have is that once the desired temperature is reached, the thermostat will not shut off. It will blow cool air for 15 mins and then begin to heat the house for 30 minutes. This problem only occurs when heating and is intermittant: sometimes (mornings) it works perfectly.

I know that if the next heating setting is several degrees hotter the system will run in preparation for that temperature, but my system will run for 1.5 hours or more at the same temp if I don't manually turn it off. Please help!